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A different way to work in your MT4 strategy tester 0 replies

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2009.03.11 15:41:15Tester memory handler: tester stopped because not enough memory 19 replies

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MT4 Strategy Tester doesn't go all the way

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  • First Post: Edited 2:59am May 22, 2012 2:56am | Edited 2:59am
I'm running some backtests and noticed that the Strategy Tester just seems to give up before it's reached the end date.

I'm running an EA that just gathers data, doesn't place any trades. Date range set from 1 jan 2002 to 1 jan 2012, but it stops around mid 2009. My data is fine and I can open a chart and see the missing bars.(i.e. I can see the chart for the rest of 2009, 2010, and 2011).

Anyone have any ideas about that one?
Hope for the best, but prepare for the worst
You need to check the Experts and Journal tabs for errors messages. That might give you an idea of the problem. I'm thinking the EA has a flaw in it.
Quoting CodeMeister
You need to check the Experts and Journal tabs for errors messages. That might give you an idea of the problem. I'm thinking the EA has a flaw in it.
Sorry, not that easy...no errors in the Journal. Thanks for the reply though.

I print out each day to the journal and it just finishes the test around mid 2009. Varies slightly if I change the start date and on different computers (that last could be due to data variations though).
Hope for the best, but prepare for the worst
You are in a place where few of us have gone. Most of us have a hard job getting even 1 year of suitable data for back testing.

If you have eliminated the data possibility, that leaves the EA and Strategy Tester and most likely it is a problem with memory leaks. To get around the problem, I would segment my testing differently. I would do in five 2 year segments or two 5 year segments.
Looks like the maximum timeframe I can do and have it use all the data is only 2 years!

I went back to basics and made an EA that just printed out the date each time start was called and the same problem occurred (i.e. test ended without getting to the end date specified in the settings).

Running tests from 2002.01.01 to 2012.01.01 will have GBPCHF only run until 2009.05.07 and GBPUSD only run until 2011.01.26.

Running test from 2008.01.01 to 2012.01.01 will have GBPCHF only run until 2011.01.20 and GBPUSD only run until 2011.11.23.

As you can see in the attached pic (DataExists.jpg), there is data (M1+) after these dates.

The log file shows you the journal output, and I have included pics of the settings and results tab.

I have also tried making the EA perform a dummy trade, but that doesn't help either.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Data Exists.JPG Size: 109 KB
Click to Enlarge Name: ResultsTab.JPG Size: 78 KB
Click to Enlarge Name: SettingsTab.JPG Size: 53 KB
Attached File(s)
File Type: mq4 Tester_Test.mq4   2 KB | 463 downloads
File Type: txt 20120523_log.txt   196 KB | 419 downloads
Hope for the best, but prepare for the worst
Its hard to say exactly what is going here without doing a lot of testing. But you seem to have run into some kind of limit related to the number of bars that Strategy Tester can handle. As I mentioned earlier, this kind of thing wouldn't normally be uncovered because most traders use a smaller test period than you. The main thing is you have a workaround so you can continue to conduct the tests you need to perform. Good luck.
For anyone having the same issue that stumbles across this post, it appears to be a limitation in MT4 to do with allocating the amount of memory required to complete the backtest over that long a timeframe.

The work-around I used was to set Model to "Open Prices only" and lower the timeframe so it didn't effect the results. I checked my results with Every Tick and Open Prices only by testing over a shorter time period to ensure that setting the Model to "Open Prices only" didn't have an adverse effect.

Hope this helps...
Hope for the best, but prepare for the worst
It's a limitation n the filesize of the fxt file . . it's limited to 2GB.
20 pips a day isn't too much to ask . . .
Thank you for posting this topic.
I have run into exactly the same problem, trying to test with over 4 years worth of M1 data.

RaptorUK, thank you for your response. This seems the most likely explanation and I have heard about this limitation before.

Question: Is it operating system dependent? I am currently on XP, but could run it on Win 7 machine???
While currently running, the file size is exceeding the 2 GB limit on Win Xp!!
Attached Image (click to enlarge)
Click to Enlarge Name: Backtest Limitation.jpg Size: 203 KB
Success is a marathon, not a sprint!
just output the data to a file instead of the journal. it is easy to dump data to a csv file etc from mt4
Quoting MaxDoom
just output the data to a file instead of the journal. it is easy to dump data to a csv file etc from mt4
I have no problem to dump data to a file but I fail to see how that will resolve the problem?? Maybe I am missing something?

The problem seems to be the size of the .fxt file. This is the tick data file generated by MT4 to run the back test. I have no control over that except maybe to reduce the volume per bar which should reduce the number of ticks generated and therefor the size of the .fxt file.

I would appreciate an expansion on your comment if I am misinterpreting your response.
Success is a marathon, not a sprint!
Quoting NicoScholtz
{quote} I have no problem to dump data to a file but I fail to see how that will resolve the problem?? Maybe I am missing something? The problem seems to be the size of the .fxt file. This is the tick data file generated by MT4 to run the back test. I have no control over that except maybe to reduce the volume per bar which should reduce the number of ticks generated and therefor the size of the .fxt file. I would appreciate an expansion on your comment if I am misinterpreting your response.
ah! I didn't pick up on that point properly

but I would ask is why bother? think about this....

1) the tick data is fudged in mt4 testing anyway so the results do not compare to real life that well
2) trying to work on tick data for years ago is over testing, strategies that use tick data will cycle through all phases many times inside a couple of years worth of data
3) if you still want it then you could just break your test down into individual years but again mt4 makes the tick data up
Quoting MaxDoom
why bother?
MaxDoom, thank you for your reply.

I do realize that MT4 fudges the tick data and reconstructs trading conditions by using lower time frame data and simulating the ticks in those bars.
I am not testing a tick dependent strategy, it runs on M5, but I am not aware of a better way to relatively quickly test and optimize a strategy.
At least you know that the open, high, low and close of the lower time frame bars are represented in the tick generated data.
MT4 is definitely not the ideal back testing environment for multiple reasons but it is better than nothing and does allow one to tune parameters.
There are other back testing tools but not for free and compatible with MT4 custom indicators/EAs that I am aware of.

Bottom line: it is not simple or easy to properly back test!
Success is a marathon, not a sprint!
Quoting NicoScholtz
Thank you for posting this topic. I have run into exactly the same problem, trying to test with over 4 years worth of M1 data. RaptorUK, thank you for your response. This seems the most likely explanation and I have heard about this limitation before. Question: Is it operating system dependent? I am currently on XP, but could run it on Win 7 machine??? While currently running, the file size is exceeding the 2 GB limit on Win Xp!! {image}
Where did you download the FxT file from?

I noticed my backtester is only starting on 4/4/22 no matter which date I request it to start. I presume that is because that is the data contained in my FXT file. I never downloaded the FXT file so I guess this is a default one that downloaded and installed with MT4. Where can I download a file that goes back further?
Quoting NicoScholtz
{quote} I have no problem to dump data to a file but I fail to see how that will resolve the problem?? Maybe I am missing something? The problem seems to be the size of the .fxt file. This is the tick data file generated by MT4 to run the back test. I have no control over that except maybe to reduce the volume per bar which should reduce the number of ticks generated and therefor the size of the .fxt file. I would appreciate an expansion on your comment if I am misinterpreting your response.

Clarification on my prior comment. I now see you're stating that MT4 generates the .FXT file rather than you downloading it and supplying it to the program. In which case, why is MT4 only starting the generation from 4/4/22 when I'm asking it to back test from 1/1/22?
Quoting MaxDoom
{quote} ah! I didn't pick up on that point properly but I would ask is why bother? think about this.... 1) the tick data is fudged in mt4 testing anyway so the results do not compare to real life that well 2) trying to work on tick data for years ago is over testing, strategies that use tick data will cycle through all phases many times inside a couple of years worth of data 3) if you still want it then you could just break your test down into individual years but again mt4 makes the tick data up

What do you mean when you say the tick data is fudged for back testing? This is the first I have heard this. What's your source on that? There's no much point to back testing in the first place if you're back testing on bad data
  • Post #17
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  • Last Post: May 19, 2023 2:10pm May 19, 2023 2:10pm
Hello everyone, I have a problem with the backtest in Metatrader, and it doesn't test the strategy created in FSB in the demo account and it gives the message of lack of data, while I have enough data on the chart. What is it? Anyone knows please help
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 295 KB
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